Monte Carlo Sampling in Fractal Landscapes

Autor:	Leitão, Jorge C., Lopes, João M. Viana Parente, Altmann, Eduardo G.
Rok vydání:	2013
Předmět:	Condensed Matter - Statistical Mechanics Nonlinear Sciences - Chaotic Dynamics Physics - Computational Physics
Zdroj:	Phys. Rev. Lett. 110, 220601 (2013)
Druh dokumentu:	Working Paper
DOI:	10.1103/PhysRevLett.110.220601
Popis:	We propose a flat-histogram Monte Carlo method to efficiently sample fractal landscapes such as escape time functions of open chaotic systems. This is achieved by using a random-walk step which depends on the height of the landscape via the largest Lyapunov exponent of the associated chaotic system. By generalizing the Wang-Landau algorithm, we obtain a method which simultaneously constructs the density of states (escape time distribution) and the correct step-length distribution. As a result, averages are obtained in polynomial computational time, a dramatic improvement over the exponential scaling of traditional uniform sampling. Our results are not limited by the dimensionality of the phase space and are confirmed numerically for dimensions as large as 30. Comment: 5 pages, 5 figures; Published version
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1302.4672 Zobrazit plný text záznamu View this record from Arxiv